Multiple Timeframes support available?

Forums ProRealTime English forum ProRealTime platform support Multiple Timeframes support available?

Viewing 15 posts - 1 through 15 (of 30 total)
  • #60959

    Can anyone tell me if 10.3 now supports multiple timeframes so i can a signal from a 15minute chart can allow me to sell a share on an hourly chart.

    Many thanks

    #60972

    Still not available right now, but this feature will be added this year for IG/PRT-CFD customers, just right after the new engine (which is already available with a prorealtime trading with IB or prorealtime software account).

    1 user thanked author for this post.
    #69123

    Hi Nicolas,

     

    I use PRT with IB. Could you guide me on some doc I could use to write my trading systems and indicators, based on multiple timeframes ?

     

    Thanks a lot

    #109598

    I have seen this first implementation on auto-trading (that is not available on every broker using PRT) : https://www.prorealcode.com/blog/learning/approach-multi-timeframe-trading-prorealtime/

    Any insights to create indicators using mutiple timeframes on the same chart ?

    #109604

    ProBuilder does not support MTF at present, thus making it impossible to build MTF indicators/oscillators.

    MTF Indicators can be simulated by running a piece of code as a strategy in ProBackTest and using GRAPHONPRICE to plot it on the chart. You’ll have to keep your backtest window open at all time, though.

    Example: https://www.prorealcode.com/documentation/graphonprice/

     

     

    #109605

    Any insights to create indicators using mutiple timeframes on the same chart ?

    MTF is not available for indicators yet. It is only available for ProOrder strategies and ProScreener.

    You can however create some MTF indicators by coding a dummy strategy and using GRAPH or GRAPHONPRICE. Something like this:

     

    #109606

    Roberto and I were obviously typing at the same time!

    #109717

    Thanks for the ansewer that looks great in general.

    In my case, I tried, but my timeframe is in ticks in the indcator, it seems like I cannot combine it with a time view, like 1 hour.

    I would like to get values at specific times, let’s say each 15 minutes on a 200 ticks chatr on dow

    I used the folloing code to retrieve Close by hand, but I was wondering wheter

    Q1/ There would be a better way to build the (closeTime0 to closeTime4) simulated array,  like using a real array, I may need more values and I would like to use indicators on those. I can go from scratch, but it would be really tedious without arrays (no for, while, and so on)

    Q2/ I see it works only with Time and CurrentTime is never updated (i.e:  if I use “IF CTM >= FutTime AND CT<220000 Then” in the code below instead of “IF CT >= FutTime AND CT<220000 Then”), is this or documented somewhere or a defect  ?

    Sample code I made to debug the issue:

    Any suggestions or insights for Q1 and Q2 ?

    Thanks for your help

     

    #109742

    >> For clarity of messages on ProRealCode’s forums, please use the “insert code PRT” button to separate the text of the code part! Thank you! <<

    #109745

    This is the code showing the issue for Q1 above (in my previous post)

    Additionally a very simple case showing the issue for Q2 on a tick graph (let’s say 100 ticks on Dow)

     

    #109772

    This will plot TIME & PRICE each 15 minute-chunk (roughly). I tested it on DOW 50 ticks to have more separation between text:

     

    1 user thanked author for this post.
    #109784

    Thanks for your Help Roberto for Q2/,

    The algotrithm you use is very similar, based on minute instead on Time in the example I posted.

    Basically the data are biased the exact same way depending on the number of ticks I use in the chart .

    With your algorithm, it will be based on the opentime, with mine on the close time.

    On 200 ticks, I have the exact same issue. So I should use a very small number of Ticks to reduce the delay (data biased time);

    I would still need it to be used on a larger tick display, typically 200 to 10000.  And I believe there is no way in PRT to pass data from an indicator in a given timeframe to another graph in another timeframe (global variables, queue pipes, even files)?

    #109792

    No, there’s no support for local/global variables and no MTF is supported by ProBuilder.

    To make more room between text with a higher number of ticks you could add some further distance one time, then subtract it next time so that you get some vertical separation.

    #109824

    Thanks Roberto

    What I need is the close value at a precise time on a tick chart using ticksnb with (200<ticksnb<10000).

    Vertical bars and all my sample code is a subset I did to focus on the issue I have.

    The target code would be way more complex.

    Understanding that when an IF-THEN based on time is true in tick mode, it remains true till the bar ends (and that looks clearly a limit/defect to me), I used a WHILE instruction.

    Unfortunately, this does not work in PRT neither, the WHILE seems to be executed, but only at the close of the candle.

    This is another issue in PRT code execution strategy in ticks.

     

    #109827

    Variables are reset to 0 /NULL on each new tick received, while you are in the same bar. So variables do have fixed values only at Close of the period/candlestick.

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